XLE option chain State Street Energy Select Sector SPDR ETF
Cboe delayed options data · as of 13:05 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.8% (63.67–71.52) · ATM IV 35.9% · P/C open interest 0.82
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 26.20 | 30.40 | 132.3% | 1.00 | 0.0000 | -0.000 | 40 | 0 | 2.13 | 215.8% | 0.00 | 0.0000 | -0.000 | ||||
| 21.20 | 25.40 | 104.5% | 1.00 | 0.0001 | -0.000 | 45 | 0 | 2.13 | 177.2% | -0.00 | 0.0001 | -0.000 | ||||
| 16.20 | 20.40 | 9 | 79.5% | 1.00 | 0.0003 | -0.000 | 50 | 0 | 2.13 | 4 | 142.0% | -0.00 | 0.0003 | -0.000 | ||
| 13.25 | 17.40 | 18 | 69.1% | 1.00 | 0.0009 | -0.001 | 53 | 0 | 0.0100 | 218 | 47.2% | -0.00 | 0.0009 | -0.001 | ||
| 12.25 | 16.40 | 64.5% | 1.00 | 0.0012 | -0.001 | 54 | 0 | 0.2700 | 307 | 68.8% | -0.00 | 0.0012 | -0.001 | |||
| 11.25 | 15.40 | 4 | 60.0% | 1.00 | 0.0017 | -0.002 | 55 | 0 | 1.53 | 849 | 98.0% | -0.00 | 0.0017 | -0.002 | ||
| 10.25 | 14.40 | 14 | 55.5% | 1.00 | 0.0025 | -0.002 | 56 | 0 | 1.19 | 394 | 85.3% | -0.00 | 0.0025 | -0.002 | ||
| 9.25 | 13.50 | 58 | 55.7% | 0.99 | 0.0036 | -0.003 | 57 | 0 | 0.1200 | 3 | 209 | 47.9% | -0.01 | 0.0037 | -0.003 | |
| 8.25 | 12.45 | 45 | 49.1% | 0.99 | 0.0054 | -0.004 | 58 | 0 | 1.01 | 69 | 576 | 70.4% | -0.01 | 0.0054 | -0.004 | |
| 7.25 | 11.45 | 3 | 53 | 44.7% | 0.98 | 0.0081 | -0.006 | 59 | 0 | 0.4000 | 1,004 | 6,418 | 50.8% | -0.01 | 0.0081 | -0.006 |
| 6.75 | 10.95 | 3 | 82 | 42.5% | 0.98 | 0.0099 | -0.007 | 59.5 | 0 | 1.55 | 167 | 71.6% | -0.02 | 0.0100 | -0.007 | |
| 6.25 | 9.20 | 1 | 115 | 0.98 | 0.0122 | -0.008 | 60 | 0 | 0.1200 | 9 | 862 | 32.2% | -0.02 | 0.0122 | -0.008 | |
| 5.80 | 10.00 | 1 | 3 | 41.5% | 0.97 | 0.0149 | -0.010 | 60.5 | 0 | 0.3100 | 5 | 344 | 41.3% | -0.03 | 0.0150 | -0.010 |
| 5.30 | 9.50 | 4 | 59 | 39.2% | 0.96 | 0.0183 | -0.012 | 61 | 0 | 0.1800 | 42 | 712 | 34.8% | -0.04 | 0.0183 | -0.012 |
| 4.80 | 9.05 | 2 | 36 | 38.2% | 0.95 | 0.0223 | -0.014 | 61.5 | 0 | 0.5000 | 44 | 202 | 41.5% | -0.05 | 0.0224 | -0.014 |
| 4.35 | 8.55 | 147 | 37.1% | 0.94 | 0.0270 | -0.017 | 62 | 0 | 0.3500 | 27 | 703 | 35.7% | -0.06 | 0.0271 | -0.017 | |
| 3.85 | 8.10 | 232 | 35.8% | 0.93 | 0.0324 | -0.019 | 62.5 | 0.0300 | 0.5800 | 1,544 | 37.7% | -0.07 | 0.0327 | -0.020 | ||
| 3.30 | 7.65 | 2 | 505 | 33.4% | 0.91 | 0.0386 | -0.023 | 63 | 0.1000 | 0.4200 | 43 | 1,096 | 34.7% | -0.09 | 0.0388 | -0.023 |
| 2.93 | 7.20 | 501 | 34.2% | 0.89 | 0.0454 | -0.026 | 63.5 | 0 | 0.4500 | 297 | 495 | 30.9% | -0.11 | 0.0457 | -0.026 | |
| 3.15 | 5.80 | 23 | 486 | 28.4% | 0.87 | 0.0529 | -0.030 | 64 | 0.2200 | 1.00 | 34 | 835 | 40.2% | -0.13 | 0.0534 | -0.030 |
| 2.05 | 4.50 | 210 | 0.84 | 0.0609 | -0.034 | 64.5 | 0.0800 | 0.6900 | 60 | 235 | 31.1% | -0.16 | 0.0615 | -0.034 | ||
| 3.20 | 4.80 | 25 | 1,837 | 37.7% | 0.81 | 0.0693 | -0.037 | 65 | 0.2200 | 0.9400 | 105 | 365 | 32.7% | -0.19 | 0.0700 | -0.038 |
| 1.04 | 5.20 | 21 | 366 | 25.1% | 0.78 | 0.0779 | -0.041 | 65.5 | 0.3400 | 0.5500 | 54 | 501 | 27.0% | -0.23 | 0.0787 | -0.041 |
| 1.96 | 3.60 | 27 | 512 | 26.1% | 0.74 | 0.0863 | -0.044 | 66 | 0.1500 | 0.8500 | 240 | 618 | 25.4% | -0.27 | 0.0872 | -0.045 |
| 2.21 | 2.67 | 88 | 380 | 29.3% | 0.69 | 0.0940 | -0.047 | 66.5 | 0 | 0.7600 | 16 | 217 | 19.4% | -0.31 | 0.0950 | -0.048 |
| 1.83 | 2.51 | 133 | 376 | 27.6% | 0.64 | 0.1004 | -0.050 | 67 | 0.6300 | 1.11 | 233 | 305 | 26.6% | -0.36 | 0.1015 | -0.050 |
| 1.80 | 2.00 | 242 | 10.3K | 28.1% | 0.59 | 0.1050 | -0.052 | 67.5 | 1.00 | 3.05 | 81 | 100 | 43.8% | -0.41 | 0.1062 | -0.052 |
| 1.17 | 1.65 | 566 | 1,113 | 24.0% | 0.54 | 0.1075 | -0.053 | 68 | 1.22 | 5.00 | 72 | 76 | 60.7% | -0.47 | 0.1087 | -0.053 |
| 1.16 | 1.57 | 336 | 912 | 27.8% | 0.48 | 0.1077 | -0.053 | 68.5 | 0 | 3.90 | 20 | 19 | 34.0% | -0.52 | 0.1090 | -0.054 |
| 0.8700 | 1.50 | 127 | 426 | 28.5% | 0.43 | 0.1058 | -0.053 | 69 | 0 | 2.73 | 16.3% | -0.57 | 0.1072 | -0.053 | ||
| 0 | 1.56 | 236 | 332 | 24.3% | 0.38 | 0.1022 | -0.051 | 69.5 | 1.02 | 3.45 | 28.2% | -0.62 | 0.1036 | -0.052 | ||
| 0.2000 | 1.42 | 255 | 966 | 28.9% | 0.33 | 0.0970 | -0.049 | 70 | 1.57 | 3.20 | 16 | 21 | 24.3% | -0.67 | 0.0985 | -0.050 |
| 0 | 1.31 | 144 | 326 | 28.1% | 0.29 | 0.0908 | -0.046 | 70.5 | 0.9300 | 5.20 | 31.2% | -0.72 | 0.0924 | -0.047 | ||
| 0 | 0.8900 | 51 | 402 | 26.0% | 0.25 | 0.0837 | -0.043 | 71 | 1.33 | 5.30 | 1 | 28.4% | -0.76 | 0.0854 | -0.044 | |
| 0 | 0.6600 | 178 | 625 | 25.5% | 0.21 | 0.0761 | -0.039 | 71.5 | 1.46 | 5.70 | 24.6% | -0.80 | 0.0779 | -0.040 | ||
| 0 | 0.4300 | 150 | 80 | 26.3% | 0.15 | 0.0604 | -0.031 | 72.5 | 2.32 | 6.55 | 23.3% | -0.86 | 0.0623 | -0.032 | ||
| 0.2000 | 0.7600 | 263 | 242 | 36.8% | 0.12 | 0.0529 | -0.028 | 73 | 2.75 | 7.00 | 20.9% | -0.89 | 0.0548 | -0.029 | ||
| 0 | 0.3900 | 102 | 86 | 29.6% | 0.10 | 0.0460 | -0.024 | 73.5 | 3.20 | 7.45 | 4 | -0.91 | 0.0477 | -0.025 | ||
| 0 | 1.00 | 20 | 554 | 46.3% | 0.06 | 0.0300 | -0.017 | 75 | 4.70 | 8.90 | -0.95 | 0.0305 | -0.018 | |||
| 0 | 1.78 | 78.6% | 0.02 | 0.0093 | -0.008 | 80 | 9.70 | 13.85 | -0.99 | 0.0078 | -0.006 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs